-24.2%
ADSK vs OUST
-56.2%
+32.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.7% | -9.9% | -8.4% |
| 7D | -16.4% | +5.2% | -21.6% | -16.8% |
| 30D | -9.2% | -19.3% | +10.0% | -7.8% |
| 3M | -6.7% | -22.6% | +15.9% | -6.9% |
| 6M | -15.5% | +62.8% | -78.3% | -23.9% |
| YTD | -26.4% | +68.3% | -94.7% | -34.3% |
| 1Y | -31.9% | +28.5% | -60.4% | -38.4% |
| 3Y | -1.0% | +554.0% | -555.0% | -37.3% |
| All | -24.2% | -56.2% | +32.0% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling